Find a picture you like, and make sure it's saved on your computer. There are conventions to be used; must be less than 40kb, be equal to or less than 100x100 pixels in size and be in an acceptable format - JPEG being the most common.
Once you've got your picture, click the "My Account" link here on the forums. From there, you'll see several Tabs - click on the Images Tab, and from the Avatar section select "Upload Image", find the image you want stored on your computer. It might take a moment for the picture to upload, once it's finished, you'll have your shiny new Avatar. Enjoy!